Models for Risk Management

This course explores quantitative methods of risk measurement and modelling in financial institutions, including insurers, reinsurers, superannuation funds, and banks, and the major types of risks encountered therein.

Topics covered include:

risk measures;

multivariate models for risks;

copulas and dependence models;

extreme value theory and tails of losses;

time series … For more content click the Read More button below.This course explores quantitative methods of risk measurement and modelling in financial institutions, including insurers, reinsurers, superannuation funds, and banks, and the major types of risks encountered therein.

Topics covered include:

risk measures;

multivariate models for risks;

copulas and dependence models;

extreme value theory and tails of losses;

time series techniques.

The links between the different modelling tools are explored, and are further illustrated with models used in different risk types.Read More